+9.6%
WY vs RL
+297.6%
-288.0%
-61.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -3.3% | +2.9% | +0.8% |
| 7D | -1.7% | -0.3% | -1.4% | -1.6% |
| 30D | -9.9% | -17.5% | +7.7% | -3.3% |
| 3M | -7.5% | -14.0% | +6.5% | -2.7% |
| 6M | -5.1% | -2.0% | -3.2% | -5.7% |
| YTD | -2.1% | -4.6% | +2.5% | -2.1% |
| 1Y | -7.3% | +9.5% | -16.9% | -12.5% |
| 3Y | -22.6% | +200.5% | -223.1% | -53.5% |
| 5Y | -19.8% | +226.3% | -246.1% | -55.3% |
| 10Y | +9.6% | +304.8% | -295.2% | -46.8% |
| All | +9.6% | +297.6% | -288.0% | -46.8% |
Cumulative growth
Daily Returns
Daily percentage return beside RL.
Daily Out/Under-Performance
Portfolio return minus RL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RL return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 10y: compounded portfolio wealth divided by compounded RL wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
10y analysis · Full analysis span regression · 6 months rolling